Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47490.35 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46095.5 Kr¶

PnL: ---------------------------------------> -793.07 Kr¶

DD now: ---------------------------------> -2.343 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 16:38:26.312058'

Anic Portfolio¶

Today¶

Return: -0.798 %¶

This Week¶

Return: -1.387 %¶

Total¶

Return: 55.471 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -1.500000 2754.500000 118.500000 4.500000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 0.190000 426.200000 71.200000 20.060000 355.000000
Corem Property Group B 59 -2.690000 640.150000 63.150000 10.940000 576.999999
HMS Networks 2 -0.780000 710.000000 37.000000 5.500000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.590000 547.600000 15.600000 2.930000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.600000 259.680000 13.680000 5.560000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Resurs Holding 22 0.410000 586.080000 12.080000 2.100000 573.999998
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Norva24 Group 16 -4.220000 551.680000 8.680000 1.600000 543.000000
Karnov Group 9 2.540000 544.500000 8.500000 1.590000 536.000004
Midsona B 63 -2.400000 590.310000 7.310000 1.250000 582.999984
Essity A 4 0.350000 1154.000000 5.000000 0.440000 1149.000000
Intrum 4 -0.780000 531.800000 4.800000 0.910000 527.000000
Boozt 12 1.690000 1658.400000 4.400000 0.270000 1653.999996
Creaspac SPAC 6 0.520000 580.200000 3.200000 0.550000 577.000002
Essity B 2 -0.520000 577.000000 3.000000 0.520000 574.000000
AcadeMedia 12 0.690000 558.720000 1.720000 0.310000 557.000004
Handelsbanken A 5 -1.840000 546.750000 0.750000 0.140000 546.000000
MedCap 2 -2.330000 420.000000 -1.000000 -0.240000 421.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.580000 561.150000 -2.850000 -0.510000 564.000000
Securitas B 6 -0.610000 563.520000 -6.480000 -1.140000 570.000000
Nordea Bank Abp 29 -1.300000 3445.780000 -8.220000 -0.240000 3453.999992
CTEK 13 0.330000 514.800000 -19.200000 -3.600000 533.999999
International Petroleum Corp. 5 1.560000 520.500000 -74.070000 -12.460000 594.565215
Vivesto 1368 -4.100000 530.780000 -82.220000 -13.410000 612.999432
SAAB B 8 -0.650000 3278.400000 -98.600000 -2.920000 3377.000000
Sampo Oyj SDB 7 -0.930000 3741.500000 -108.500000 -2.820000 3850.000000
OX2 18 0.060000 1545.300000 -118.700000 -7.130000 1663.999992
Axfood 13 -0.400000 3564.600000 -191.400000 -5.100000 3756.000001
Fasadgruppen Group 35 -1.770000 3493.000000 -318.000000 -8.340000 3810.999990
Ovzon 52 -1.030000 2995.200000 -366.800000 -10.910000 3361.999992
TOTAL 46095.500000 -793.070000 -2.34329% 46888.564618

Updated:¶

'2023-01-13 16:38:39.331862'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶